To investigate the effects of alpha-lipoic acid (LA) on the nutrition metabolism of sheep (36.72 ± 1.44 kg) in the summer, twenty-one sheep were randomly assigned to three treatments addressing LA supplementation: 0.00 (CTL), 600 (LA-L), and 900 (LA-H) mg/kg of dry matter (DM) per day for each sheep. Whole feces and urine collection methods were used to analyze apparent digestibility; ELISA kits to determine the hormones, antioxidant, and immune parameters in the blood; and serum metabolomics to detect and analyze small molecular substances. The results showed the DM intakes in the LA-L and LA-H groups were significantly increased by 8.22% and 8.02%, respectively, compared to that in the CTL group, and there was no significant effect on average daily gain, feed conversion ratio, nitrogen digestibility, calcium digestibility, and phosphorus digestibility. Regarding hormones, antioxidant, and immune indicators, the concentrations of triiodothyronine, superoxide dismutase, glutathione reductase, HSP70, and IgA significantly increased after LA supplementation, while adrenaline and malondialdehyde levels significantly decreased. With the pairwise comparison of the three groups, metabolomics analysis identified 22 differential metabolites in the positive/negative modes, respectively, which suggested LA supplementation can significantly affect sheep's lipid, amino acid, and nucleic acid metabolism. Additionally, 3-indolepropionic acid, cinnamoylglycine, butyric acid, dodecanedioic acid, indoxyl sulfate, and pantothenic acid were the common differential metabolites with higher concentrations after LA supplementation. In summary, dietary supplementation of LA can increase the sheep's DMI, energy digestibility, antioxidant capacity, and immunity. These changes provide evidence to support the use of LA supplementation for livestock.